• Journal of the Korean Geotechnical Society
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• v.35 no.4
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• pp.27-35
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• 2019

This study confirmed the applicability to the field of geotechnical engineering for relatively complicated space and many target design variables in back analysis. The Sharan's equation and the Blum's method were used for the tunnel field and the retaining wall as a model for the multi-variate problem of geotechnical engineering. Optimization methods are generally divided into a deterministic method and a stochastic method. In this study, Simulated Annealing Method (SA) was selected as a deterministic method and Differential Evolution Algorithm (DEA) and Particle Swarm Optimization Method (PSO) were selected as stochastic methods. The three selected optimization methods were compared by applying a multi-variate model. The problem of deterministic method has been confirmed in the multi-variate back analysis of geotechnical engineering, and the superiority of DEA can be confirmed. DEA showed an average error rate of 3.12% for Sharan's solution and 2.23% for Blum's problem. The iteration number of DEA was confirmed to be smaller than the other two optimization methods. SA was confirmed to be 117.39~167.13 times higher than DEA and PSO was confirmed to be 2.43~6.91 times higher than DEA. Applying a DEA to the multi-variate back analysis of geotechnical problems can be expected to improve computational speed and accuracy.

• Journal of the Korea Society for Simulation
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• v.8 no.3
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• pp.1-16
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• 1999

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an autoregressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by small amount of output data. The experimental results using the proposed method are also shown.

• Journal of Korean Institute of Industrial Engineers
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• v.12 no.1
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• pp.107-118
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• 1986

A heuristic algorithm (SIMICOM) has been designed and tested for optimizing simulated stochastic systems whose performances are functions of several discrete decision variables. The approach adopted utilizes an integer complex method coupled with techniques of establishing confidence intervals for the system's responses. It can handle a general class of optimization problems that could be constrained or unconstrained. In constrained cases, the constraints could either be explicit analytical functions of decision variables or be expressed as other responses of the simulation model. In addition to obtain a reasonably accurate solution, the economic aspect of obtaining the solution has also been taken into consideration.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1992.04b
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• pp.117-126
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• 1992

This study proposes a new interactive multicriteria method for determining the best levels of the decision variables needed to optimize a stochastic computer simulation with multiple response variables. The method, called the Pairwise Comparison Stochastic Cutting Plane (PCSCP) method, combines good features from interactive multiple objective mathematical programming methods and response surface methodology. The major characteristics of the PCSCP algorithm are: (1) it interacts progressively with the decision maker (DM) to obtain his preferences, (2) it uses good experimental design to adequately explore the decision space while reducing the burden on the DM, and (3) it uses the preference information provided by the DM and the sampling error in the responses to reduce the decision space. This paper presents the basic concepts of the PCSCP method along with its performance for solving randomly selected test problems.

• Proceedings of the KIEE Conference
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• 1987.11a
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• pp.106-108
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• 1987

Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.

• Journal of Electrical Engineering and Technology
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• v.12 no.3
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• pp.1064-1072
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• 2017

The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

• Nuclear Engineering and Technology
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• v.29 no.1
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• pp.68-77
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• 1997

The reactor power control system is described in the fashion of the order increased LQR system. To obtain the optimal state feedback gain vectors, the weighting matrix of the performance function should be determined. Since the contentional method has some limitations, stochastic searching methods are investigated to optimize the LQR weighting matrix using the modified genetic algorithm combined with the simulated annealing, a new optimizing tool named the hybrid MGA-SA is developed to determine the weighting parameters of the LQR system. This optimizing tool provides a more systematic approach in designing the LQR system. Since it can be easily incorporated with any forms of the cost function, it also provides the great flexibility in the optimization problems.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.4
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• pp.211-220
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• 2017

The application of the theoretical model to real assembly lines has been one of the biggest challenges for researchers and industrial engineers. There should be some realistic approach to achieve the conflicting objectives on real systems. Therefore, in this paper, a model is developed to synchronize a real system (A discrete event simulation model) with a theoretical model (An optimization model). This synchronization will enable the realistic optimization of systems. A job assignment model of the assembly line is formulated for the evaluation of proposed realistic optimization to achieve multiple conflicting objectives. The objectives, fluctuation in cycle time, throughput, labor cost, energy cost, teamwork and deviation in the skill level of operators have been modeled mathematically. To solve the formulated mathematical model, a multi-objective simulation integrated hybrid genetic algorithm (MO-SHGA) is proposed. In MO-SHGA each individual in each population acts as an input scenario of simulation. Also, it is very difficult to assign weights to the objective function in the traditional multi-objective GA because of pareto fronts. Therefore, we have proposed a probabilistic based linearization and multi-objective to single objective conversion method at population evolution phase. The performance of MO-SHGA is evaluated with the standard multi-objective genetic algorithm (MO-GA) with both deterministic and stochastic data settings. A case study of the goalkeeping gloves assembly line is also presented as a numerical example which is solved using MO-SHGA and MO-GA. The proposed research is useful for the development of synchronized human based assembly lines for real time monitoring, optimization, and control.

• Journal of KIISE
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• v.44 no.7
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• pp.726-732
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• 2017

In practical distributed sensing and prediction applications over wireless sensor networks (WSN), environmental sensing activities are highly dynamic because of noisy sensory information from moving source signals. The recent distributed online convex optimization frameworks have been developed as promising approaches for solving approximately stochastic learning problems over network of sensors in a distributed manner. Negligence of mobility consequence in the original distributed saddle point algorithm (DSPA) could strongly affect the convergence rate and stability of learning results. In this paper, we propose an integrated sliding windows mechanism in order to stabilize predictions and achieve better convergence rates in cooperative detection of a moving source signal scenario.

• Journal of the Korean Data and Information Science Society
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• v.28 no.6
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• pp.1245-1255
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• 2017

The online learning is a process of obtaining the solution for a given objective function where the data is accumulated in real time or in batch units. The stochastic gradient descent method is one of the most widely used for the online learning. This method is not only easy to implement, but also has good properties of the solution under the assumption that the generating model of data is homogeneous. However, the stochastic gradient method could severely mislead the online-learning when the homogeneity is actually violated. We assume that there are two heterogeneous generating models in the observation, and propose the a new stochastic gradient method that mitigate the problem of the heterogeneous models. We introduce a robust mini-batch optimization method using statistical tests and investigate the convergence radius of the solution in the proposed method. Moreover, the theoretical results are confirmed by the numerical simulations.